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Scientific Research Publishing6y
Kouwenberg, R., & Zenois, S. A. (2001). Stochastic Programming Models for Asset and Liability Management. - References - Scientific Research Publishing
Having faulted the value-at-risk technique which is common in the asset and liability literature, we introduce the multi-stage stochastic programming using econometric time series model. Specifically, ...
University of Waterloo2y
A novel stochastic programming approach for scheduling of batch processes with decision dependent time of uncertainty realization
Chemical Process Optimization, Multiscale Modelling and Process Systems Home. Research ... A novel stochastic programming approach for scheduling of batch processes with decision dependent time of ...
University of Waterloo2y
A Multi-Stage Stochastic Programming Approach for Scheduling of Batch Processes Under Decision-Dependent Uncertainty | Chemical Process Optimization, Multiscale Modelling and ...
Chemical Process Optimization, Multiscale Modelling and Process Systems. Menu. Chemical Process Optimization, Multiscale Modelling and Process Systems Home. ... A Multi-Stage Stochastic Programming ...
IEEE11mon
Extending algebraic modelling languages to support algorithm development for solving stochastic programming models | OUP Journals & Magazine - IEEE Xplore
An algebraic modelling language (AML) is a domain-specific computer programming language for describing and solving mathematical programming models. We propose extending AMLs so that solution ...
IEEE6y
Two-Stage Stochastic Mixed Integer Programming Approach for Optimal SCUC by Economic DR Model - IEEE Xplore
The proposed model is formulated as two-stage Stochastic Mixed-Integer Programming (SMIP) model implemented using GAMS. The implemented model is tested on three case studies using the IEEE 24-bus ...
GitHub4y
Sequential Convex Programming For Non-Linear Stochastic Optimal Control - GitHub
This code was tested with Julia 1.4.1. Experiments can be reproduced by running the jupyter notebook in the root folder: ...
University of Oslo8y
Learning outcomes – Stochastic Modelling, Statistics and Risk Analysis – University of Oslo
Through the master's programme in Stochastic modelling, statistics and risk analysis, you will gain in-depth knowledge of a wide range of methods and techniques for analysis and problem solving in ...
University of Oslo8y
Learning outcomes – Stochastic Modelling, Statistics and Risk Analysis – University of Oslo
Through the master's programme in Stochastic modelling, statistics and risk analysis, you will gain in-depth knowledge of a wide range of methods and techniques for analysis and problem solving in ...